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On the rate of growth of subordinators with slowly varying Laplace exponent

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Séminaire de Probabilités XXIX

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 1613))

Abstract

Results of Fristedt and Pruitt [6,7] on the lower functions of a subordinator are improved in the case when the Laplace exponent is slowly varying. This yields laws of the iterated logarithm for the local times of a class of Markov processes. In particular, this extends recent results of Marcus and Rosen [9] on certain Lévy processes close to a Cauchy process.

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References

  1. J. Bertoin: Some applications of subordinators to local times of Markov processes. To appear in Forum Math.

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Author information

Authors and Affiliations

  1. Laboratoire de Probabilités (CNRS), Université Paris VI, t. 56 4, Place Jussieu, 75252, Paris, France

    Jean Bertoin

  2. Instituto de Matemáticas, U.N.A.M., 04510, México, Mexico

    Ma.-Emilia Caballero

Authors
  1. Jean Bertoin
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  2. Ma.-Emilia Caballero
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Editor information

Jacques Azéma Michel Emery Paul André Meyer Marc Yor

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© 1995 Springer-Verlag

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Bertoin, J., Caballero, ME. (1995). On the rate of growth of subordinators with slowly varying Laplace exponent. In: Azéma, J., Emery, M., Meyer, P.A., Yor, M. (eds) Séminaire de Probabilités XXIX. Lecture Notes in Mathematics, vol 1613. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0094205

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  • DOI: https://doi.org/10.1007/BFb0094205

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-60219-4

  • Online ISBN: 978-3-540-44744-3

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